12.41Open11.50Pre Close67 Volume556 Open Interest108.00Strike Price48.94KTurnover68.71%IV0.95%PremiumAug 2, 2024Expiry Date5.72Intrinsic Value100Multiplier4DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type0.7689Delta0.0358Gamma16.30Leverage Ratio-0.3202Theta0.0095Rho12.54Eff Leverage0.0377Vega